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Message: Market Depth

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blizzy

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Re: Market Depth - by order

in response to Market Depth by renaissance

posted on Nov 03, 09 12:13PM

Market by Price

Bids
Total Size	# of Orders	Price
35,000	1	0.135
40,000	3	0.130
133,500	8	0.125
175,500	10	0.120
123,900	8	0.115

Asks
Price	# of Orders	Total Size
0.140	11	523,000
0.145	6	128,220
0.150	6	52,000
0.155	1	20,000
0.160	2	56,500

Market by Order

Bids
Time of Order	Broker Name	Size	Price
12:04:25	HSBC	35,000	0.135
11:43:20	JITNEY	10,000	0.130
11:52:14	DESJARDINS	10,000	0.130
12:08:10	ANONYMOUS	20,000	0.130
9:31:44	ANONYMOUS	8,500	0.125
9:32:04	ANONYMOUS	10,000	0.125
10:09:24	ANONYMOUS	30,000	0.125
10:14:47	ANONYMOUS	10,000	0.125
10:53:02	TD SEC	10,000	0.125
11:16:46	RBC	25,000	0.125

Asks
Price	Size	Broker Name	Time of Order
0.140	30,000	ANONYMOUS	9/4/2009 1:50:27
0.140	10,000	ANONYMOUS	9/8/2009 9:47:37
0.140	10,000	ANONYMOUS	9/14/2009 10:05:49
0.140	7,000	TD SEC	10/19/2009 7:41:59
0.140	20,000	TD SEC	10/22/2009 7:29:24
0.140	30,000	CIBC	11/2/2009 10:51:31
0.140	161,000	TD SEC	11/2/2009 3:21:22
0.140	200,000	UBS	8:30:45
0.140	20,000	BMO NESBITT	10:16:05
0.140	10,000	CANACCORD	10:33:53